+249.4%
ADI vs FROG
+22.5%
+226.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.6% | -4.8% | +7.4% | +3.3% |
| 30D | -4.6% | -0.9% | -3.7% | -4.7% |
| 3M | -9.5% | +7.5% | -17.0% | -11.0% |
| 6M | +14.8% | +107.0% | -92.2% | +1.0% |
| YTD | +35.8% | +39.8% | -4.0% | +25.5% |
| 1Y | +48.9% | +74.8% | -25.9% | +31.0% |
| 3Y | +115.6% | +219.3% | -103.7% | +61.1% |
| 5Y | +135.1% | +133.0% | +2.1% | +73.8% |
| All | +249.4% | +22.5% | +226.8% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling